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Researchers in explainable artificial intelligence have developed numerous methods for helping users understand the predictions of complex supervised learning models. By contrast, explaining the $\textit{uncertainty}$ of model outputs has…

Machine Learning · Statistics 2023-11-01 David S. Watson , Joshua O'Hara , Niek Tax , Richard Mudd , Ido Guy

Recent work demonstrated the existence of Boolean functions for which Shapley values provide misleading information about the relative importance of features in rule-based explanations. Such misleading information was broadly categorized…

Artificial Intelligence · Computer Science 2024-02-14 Xuanxiang Huang , Joao Marques-Silva

The Shapley value provides a principled framework for fairly distributing rewards among participants according to their individual contributions. While prior work has applied this concept to data valuation in machine learning, existing…

Computer Science and Game Theory · Computer Science 2026-01-22 Zhuofan Jia , Jian Pei

Shapley values are widely recognized as a principled method for attributing importance to input features in machine learning. However, the exact computation of Shapley values scales exponentially with the number of features, severely…

Machine Learning · Computer Science 2025-08-21 Majid Mohammadi , Krikamol Muandet , Ilaria Tiddi , Annette Ten Teije , Siu Lun Chau

Shapley values underlie one of the most popular model-agnostic methods within explainable artificial intelligence. These values are designed to attribute the difference between a model's prediction and an average baseline to the different…

Artificial Intelligence · Computer Science 2020-11-04 Tom Heskes , Evi Sijben , Ioan Gabriel Bucur , Tom Claassen

Many existing approaches for estimating feature importance are problematic because they ignore or hide dependencies among features. A causal graph, which encodes the relationships among input variables, can aid in assigning feature…

Machine Learning · Computer Science 2021-03-01 Jiaxuan Wang , Jenna Wiens , Scott Lundberg

Shapley value is a concept in cooperative game theory for measuring the contribution of each participant, which was named in honor of Lloyd Shapley. Shapley value has been recently applied in data marketplaces for compensation allocation…

Machine Learning · Computer Science 2020-03-24 Jinfei Liu

In recent years, explainable machine learning methods have been very successful. Despite their success, most explainable machine learning methods are applied to black-box models without any domain knowledge. By incorporating domain…

Machine Learning · Computer Science 2023-09-26 Dangxing Chen

For neural models to garner widespread public trust and ensure fairness, we must have human-intelligible explanations for their predictions. Recently, an increasing number of works focus on explaining the predictions of neural models in…

Computation and Language · Computer Science 2020-12-15 Oana-Maria Camburu , Eleonora Giunchiglia , Jakob Foerster , Thomas Lukasiewicz , Phil Blunsom

Deep Neural Networks (DNNs) have demonstrated strong capacity in supporting a wide variety of applications. Shapley value has emerged as a prominent tool to analyze feature importance to help people understand the inference process of deep…

Machine Learning · Statistics 2025-02-19 Xiaolei Lu

This paper fills the limited statistical understanding of Shapley values as a variable importance measure from a nonparametric (or smoothing) perspective. We introduce population-level \textit{Shapley curves} to measure the true variable…

Machine Learning · Statistics 2024-04-04 Ratmir Miftachov , Georg Keilbar , Wolfgang Karl Härdle

A common problem in various applications is the additive decomposition of the output of a function with respect to its input variables. Functions with binary arguments can be axiomatically decomposed by the famous Shapley value. For the…

Mathematical Finance · Quantitative Finance 2023-03-15 Marcus C Christiansen

Model interpretability is crucial for understanding and trusting the decisions made by complex machine learning models, such as those built with XGBoost. SHAP (SHapley Additive exPlanations) values have become a popular tool for…

Human-Computer Interaction · Computer Science 2026-03-04 Xianlong Zeng , Kewen Zhu

We introduce a new Shapley value approach for global sensitivity analysis and machine learning explainability. The method is based on the first-order partial derivatives of the underlying function. The computational complexity of the method…

Machine Learning · Computer Science 2023-03-28 Hui Duan , Giray Ökten

We propose a variant of the Shapley value, the group Shapley value, to interpret counterfactual simulations in structural economic models by quantifying the importance of different components. Our framework compares two sets of parameters,…

Econometrics · Economics 2024-10-10 Yongchan Kwon , Sokbae Lee , Guillaume A. Pouliot

Feature selection is one of the most relevant processes in any methodology for creating a statistical learning model. Usually, existing algorithms establish some criterion to select the most influential variables, discarding those that do…

Machine Learning · Statistics 2024-05-10 Carlos Sebastián , Carlos E. González-Guillén

The use of algorithm-agnostic approaches is an emerging area of research for explaining the contribution of individual features towards the predicted outcome. Whilst there is a focus on explaining the prediction itself, a little has been…

Machine Learning · Computer Science 2022-11-07 Guilherme Dean Pelegrina , Sajid Siraj

Feature selection is a classical problem in statistics and machine learning, and it continues to remain an extremely challenging problem especially in the context of unknown non-linear relationships with dependent features. On the other…

Machine Learning · Statistics 2026-04-17 Chenghui Zheng , Garvesh Raskutti

Shapley value and its priority-aware extensions are widely used for valuation in machine learning, but existing methods require pairwise priority to be binary and acyclic, a restriction spectacularly violated in real-data examples such as…

Machine Learning · Computer Science 2026-05-15 Kiljae Lee , Ziqi Liu , Weijing Tang , Yuan Zhang

Shapley values are ubiquitous in interpretable Machine Learning due to their strong theoretical background and efficient implementation in the SHAP library. Computing these values previously induced an exponential cost with respect to the…

Machine Learning · Computer Science 2022-12-06 Gabriel Laberge , Yann Pequignot
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